Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47356.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45958.12 Kr¶

PnL: ---------------------------------------> -930.45 Kr¶

DD now: ---------------------------------> -2.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:36:53.352530'

Anic Portfolio¶

This Week¶

Return: -0.418 %¶

Total¶

Return: 54.942 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.870000 2758.000000 122.000000 4.630000 2636.000010
FM Mattsson Mora Group B 50 -3.660000 3025.000000 98.000000 3.350000 2927.000000
HMS Networks 2 -1.540000 768.000000 95.000000 14.120000 673.000000
Nordea Bank Abp 29 0.050000 3516.540000 62.540000 1.810000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.550000 393.900000 38.900000 10.960000 355.000000
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
SAAB B 8 -0.560000 3400.800000 23.800000 0.700000 3377.000000
Swedbank A 3 -0.460000 586.650000 22.650000 4.020000 564.000000
AcadeMedia 12 -0.170000 578.400000 21.400000 3.840000 557.000004
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Corem Property Group B 59 -2.880000 595.900000 18.900000 3.280000 576.999999
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -0.840000 583.080000 13.080000 2.290000 570.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -2.430000 250.800000 4.800000 1.950000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Coor Service Management Hold. 8 -1.480000 532.800000 0.800000 0.150000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.510000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 0.780000 572.040000 -10.960000 -1.880000 582.999984
Boozt 12 -1.940000 1638.000000 -16.000000 -0.970000 1653.999996
CTEK 13 -1.200000 503.490000 -30.510000 -5.710000 533.999999
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 0.940000 539.400000 -34.600000 -6.030000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.560000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.060000 2839.200000 -131.800000 -4.440000 2971.000006
Fasadgruppen Group 35 -0.380000 3675.000000 -136.000000 -3.570000 3810.999990
OX2 18 -0.120000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.750000 3493.100000 -262.900000 -7.000000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45930.690000 -957.880000 -2.67568% 46888.564618

Updated:¶

'2023-01-30 09:35:52.244069'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶